+437.9%
WWD vs ACM
+132.6%
+305.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | +4.0% | +5.6% | -1.7% | +0.5% |
| 30D | +0.4% | +20.8% | -20.4% | -10.9% |
| 3M | -7.9% | +11.4% | -19.3% | -14.8% |
| 6M | -10.6% | +0.9% | -11.6% | -13.3% |
| YTD | +9.4% | -24.8% | +34.2% | +26.2% |
| 1Y | +25.7% | -46.4% | +72.2% | +81.0% |
| 3Y | +148.5% | -9.2% | +157.8% | +140.8% |
| 5Y | +189.5% | +5.0% | +184.5% | +147.4% |
| All | +437.9% | +132.6% | +305.3% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling